Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ESRX
Express Scripts Holding Company
ESRX
|
+$124M |
| 2 |
Chevron
CVX
|
+$76.2M |
| 3 |
Ambev
ABEV
|
+$75.7M |
| 4 |
Freeport-McMoran
FCX
|
+$70.6M |
| 5 |
APA Corp
APA
|
+$60.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GE Aerospace
GE
|
+$324M |
| 2 |
SFD
SMITHFIELD FOODS,INC
SFD
|
+$117M |
| 3 |
BZ
BOISE INC COM STK (DE)
BZ
|
+$108M |
| 4 |
STEI
STEWART ENTERPRISES INC CL-A
STEI
|
+$88.5M |
| 5 |
SKS
SAKS INCORPORATED
SKS
|
+$78.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 20.18% |
| 2 | Industrials | 13.92% |
| 3 | Energy | 11.83% |
| 4 | Technology | 10.43% |
| 5 | Consumer Discretionary | 9.12% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SCMP
2351
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $7.62M | 0.01% |
811,069
+4,139
| +0.5% | +$29.5K |
|
2352
Pitney Bowes
PBI
$2.38B
| $7.62M | 0.01% |
327,088
+12,197
| +4% | +$262K |
|
|
ESI
2353
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $7.62M | 0.01% |
226,896
-1,177
| -0.5% | -$42.3K |
|
|
VTLE
2354
DELISTED
Vital Energy
VTLE
| $7.62M | 0.01% |
13,755
+5,245
| +62% | +$3.08M |
|
|
DVR
2355
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
| $7.57M | 0.01% |
3,768,122
+524,711
| +16% | +$1.01M |
|
|
AVG
2356
DELISTED
AVG Technologies N.V.
AVG
| $7.57M | 0.01% |
439,562
+287,742
| +190% | +$5.6M |
|
2357
Dick's Sporting Goods
DKS
$11B
| $7.55M | 0.01% |
129,965
-2,317
| -2% | -$126K |
|
2358
American Water Works
AWK
$27.2B
| $7.49M | 0.01% |
177,317
+16,655
| +10% | +$698K |
|
2359
StoneX
SNEX
$8.07B
| $7.49M | 0.01% |
2,045,078
+115,096
| +6% | +$461K |
|
2360
RCM Technologies
RCMT
$289M
| $7.49M | 0.01% |
1,072,692
+1,632
| +0.2% | +$10.6K |
|
|
BOLT
2361
DELISTED
BOLT TECHNOLOGY CORPORATION
BOLT
| $7.48M | 0.01% |
339,998
+1,899
| +0.6% | +$36.9K |
|
|
HTBK
2362
DELISTED
Heritage Commerce
HTBK
| $7.42M | 0.01% |
900,079
-5,466
| -0.6% | -$42.5K |
|
2363
Middlesex Water
MSEX
$1.06B
| $7.42M | 0.01% |
354,124
+4,142
| +1% | +$87.6K |
|
|
BALT
2364
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
| $7.41M | 0.01% |
1,150,912
+380,104
| +49% | +$1.96M |
|
|
SCX
2365
DELISTED
The L.S. Starrett Company
SCX
| $7.39M | 0.01% |
507,316
+2,497
| +0.5% | +$30.7K |
|
2366
Argan
AGX
$5.37B
| $7.38M | 0.01% |
267,850
+35,259
| +15% | +$825K |
|
|
PARAA
2367
DELISTED
Paramount Global Class A
PARAA
| $7.38M | 0.01% |
115,914
-2,734
| -2% | -$161K |
|
2368
SIFCO Industries
SIF
$132M
| $7.37M | 0.01% |
262,428
-435
| -0.2% | -$9.95K |
|
|
RENT
2369
DELISTED
RENTRAK CORP
RENT
| $7.35M | 0.01% |
194,093
| – | – |
|
|
BONT
2370
DELISTED
Bon-Ton Stores Inc/The
BONT
| $7.3M | 0.01% |
448,193
-195,478
| -30% | -$2.72M |
|
|
RTK
2371
DELISTED
Rentech, Inc.
RTK
| $7.27M | 0.01% |
415,391
-7,868
| -2% | -$144K |
|
2372
McEwen Inc
MUX
$1.14B
| $7.27M | 0.01% |
370,844
-7,000
| -2% | -$143K |
|
2373
Silgan Holdings
SLGN
$4.02B
| $7.27M | 0.01% |
302,608
+1,138
| +0.4% | +$26.5K |
|
|
MKTG
2374
DELISTED
RESPONSYS INC COM STK (CA)
MKTG
| $7.26M | 0.01% |
264,882
| – | – |
|
|
MDVN
2375
DELISTED
MEDIVATION, INC.
MDVN
| $7.25M | 0.01% |
227,252
-144
| -0.1% | -$4.35K |
|
Similar funds
Dimensional Fund Advisors's Q4 2013 Portfolio in Review
As of Q4 2013, Dimensional Fund Advisors held 3,623 positions worth $128B, up 11% from $116B the previous quarter. Its ten largest holdings account for 8.3% of the portfolio.
Trading was light in Q4 2013: portfolio turnover was 3.4%. Dimensional Fund Advisors opened 41 new positions and exited 82, leaving the 3,623-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 20% a quarter earlier, followed by Industrials and Energy.
- Dimensional Fund Advisors's largest Q4 2013 buy was Ambev: 10,360,938 shares worth $76.2M.
- Dimensional Fund Advisors added most to Express Scripts Holding Company in Q4 2013, an estimated $124M increase.
- Dimensional Fund Advisors's biggest Q4 2013 reduction was GE Aerospace, cutting an estimated $324M.
- Dimensional Fund Advisors fully exited SMITHFIELD FOODS,INC in Q4 2013, selling an estimated $117M.
- Dimensional Fund Advisors's ten largest holdings make up 8.3% of its $128B portfolio in Q4 2013.
- Dimensional Fund Advisors opened 41 new positions and closed 82 in Q4 2013.
- Dimensional Fund Advisors's portfolio value rose 11% quarter-over-quarter to $128B.
Based on Dimensional Fund Advisors's 13F filing for Q4 2013, filed 12 Feb 2014.